| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
1000 |
1000 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
570 |
570 |
0 |
|
| Number Losing Trades |
430 |
430 |
0 |
|
| % Profitable |
57.00% |
57.00% |
0.00% |
|
| Avg Trade (win & loss) |
$ 251.21 |
$ 251.21 |
n/a |
|
| Average Winning Trade |
$1 582.13 |
$1 582.13 |
n/a |
|
| Average Losing Trade |
-$1 513.04 |
-$1 513.04 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.045659982 |
1.045659982 |
n/a |
|
| Largest Winning Trade |
$10 683.38 |
$10 683.38 |
n/a |
|
| Largest Losing Trade |
-$10 604.12 |
-$10 604.12 |
n/a |
|
| Avg # Bars in All Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Winning Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Losing Trades |
4 |
4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.2 |
4.2 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 250.37 |
$1 529.42 |
$1 793.56 |
|
| Avg. Trade +1 Std. Deviation |
$2 501.57 |
$3 111.55 |
$ 280.52 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 999.16 |
$ 52.71 |
-$3 306.61 |
|
| Number of Outliers |
137 |
83 |
54 |
|
| Outlier Profit/Loss |
$89 810.56 |
$385 695.54 |
-$295 884.98 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$10 685.44 |
-$15 327.06 |
|
| Max Value Date |
08/04/2026 |
24/01/2022 |
|
| Avg Value |
$1 351.29 |
-$1 507.69 |
|
| Max Value (%) |
7.29% |
-8.82% |
|
| Max Value (%) Date |
21/11/2008 |
08/10/2008 |
|
| Avg Value (%) |
0.90% |
-0.97% |
|
| 1 Std. Deviation |
$1 429.81 |
$1 971.13 |
|
| Avg. Trade +1 Std. Deviation |
$2 781.10 |
$ 463.44 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 78.52 |
-$3 478.82 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.85842925 |
|
| Confidence Limits |
0.60934489 |
|
| Strategy ME |
$ 251.21 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
6 |
|
| Largest Consec. Profit |
$30 866.90 |
|
| Largest Consec. Loss |
-$18 812.22 |
|
| Largest Consec. Profit (%) |
375.46% |
|
| Largest Consec. Loss (%) |
-95412.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
109 |
$1 650.01 |
-$1 650.34 |
|
| 2 |
69 |
$1 770.52 |
-$1 233.77 |
|
| 3 |
31 |
$1 474.91 |
-$1 615.81 |
|
| 4 |
24 |
$1 253.04 |
-$1 151.00 |
|
| 5 |
6 |
$2 652.96 |
-$2 364.54 |
|
| 6 |
4 |
$1 575.57 |
-$ 788.50 |
|
| 7 |
3 |
$1 311.36 |
-$1 345.79 |
|
| 8 |
1 |
$1 405.26 |
-$ 54.12 |
|
| 9 |
3 |
$1 835.69 |
-$ 462.45 |
|
| 11 |
1 |
$ 754.97 |
-$ 304.12 |
|
| 13 |
1 |
$ 470.88 |
-$ 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
145 |
-$1 719.64 |
$1 906.14 |
|
| 2 |
62 |
-$1 330.23 |
$1 467.86 |
|
| 3 |
26 |
-$1 362.61 |
$2 072.32 |
|
| 4 |
14 |
-$1 316.84 |
$1 400.34 |
|
| 5 |
3 |
-$1 709.95 |
$1 304.21 |
|
| 6 |
2 |
-$2 553.08 |
$3 802.13 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
|
|
|
|
|
|
|
|
|
|